Commodity Price Volatility and Nutrition Vulnerability

نویسندگان

  • Monika Verma
  • Thomas W. Hertel
چکیده

vi 1. Motivation and Introduction 1 2. Overview of the Analytical Framework 3 3. Data and Methodology 6

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Links between food price behaviour and nutrition in the developing world

With the recent financial crisis and its enduring fallout, questions surrounding the state of global food security have become more pressing. A key element influencing the nutritional status of the world’s poor is price behavior within global food commodity markets. In recent decades, food commodity markets have experienced both significant price increases, and an increase in volatility. These ...

متن کامل

Iran’s Maize Import Policy Based on the Exchange Rate Volatility and Price Expectation

The present study has made an attempt to discuss the effects of exchange rate volatility and price expectation on maize imports in Iran from 1980 to 2013. In doing so, using the EGARCH technique for time series econometrics, price volatility variables for both exchange rate and final price have been calculated, and the time series for these variables have been extracted. Additionally, in regard...

متن کامل

Phd Course “commodity Markets and Derivatives” Norwegian University If Science and Technology, Trondheim

 Commodity markets: overview, description and structure  Commodity spot price models, their performance and calibration  Forward curve modeling for commodities  Modeling commodity price volatility  Correlations/dependencies in commodity portfolios  Modeling risk of a commodity portfolio  Typical commodity derivatives (quanto, Asian, spread and basket options, volumetric and swing options...

متن کامل

What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-specific, High- and Low-frequency Factors

We estimate a model of common and commodity-specific, highand low-frequency factors, built on the spline-GARCH model of Engle and Rangel (2008) to explain the period of exceptionally high price volatility in commodity markets during 2006-2008. We find that decomposing realized volatility into highand low-frequency components reveals the impact of slowly-evolving macroeconomic variables on the p...

متن کامل

Market Efficiency and Volatility Spillovers in Futures and Spot Commodity Market: The Agricultural Sector Perspective

Future contracts in commodity market with limited maturities are primarily used for hedging commodity price-fluctuation risks or for taking advantage of price movements, rather than for the buying or selling of the actual cash commodity. This paper is an effort to analyze the market efficiency of the Indian commodity market and volatility spillover effects between the spot and future market wit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009